CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	0.7475	0.7510	0.0035	0.5%	0.7372
High	0.7511	0.7523	0.0012	0.2%	0.7501
Low	0.7472	0.7490	0.0018	0.2%	0.7354
Close	0.7509	0.7506	-0.0003	0.0%	0.7490
Range	0.0039	0.0033	-0.0006	-15.4%	0.0147
ATR	0.0039	0.0038	0.0000	-1.1%	0.0000
Volume	79,777	86,775	6,998	8.8%	378,794

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7589	0.7524
R3	0.7572	0.7556	0.7515
R2	0.7539	0.7539	0.7512
R1	0.7523	0.7523	0.7509	0.7514
PP	0.7506	0.7506	0.7506	0.7502
S1	0.7490	0.7490	0.7503	0.7481
S2	0.7473	0.7473	0.7500
S3	0.7440	0.7457	0.7497
S4	0.7407	0.7424	0.7488

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7836	0.7570
R3	0.7742	0.7689	0.7530
R2	0.7595	0.7595	0.7516
R1	0.7542	0.7542	0.7503	0.7569
PP	0.7448	0.7448	0.7448	0.7461
S1	0.7395	0.7395	0.7476	0.7422
S2	0.7301	0.7301	0.7463
S3	0.7154	0.7248	0.7449
S4	0.7007	0.7101	0.7409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7523	0.7410	0.0113	1.5%	0.0042	0.6%	85%	True	False	91,466
10	0.7523	0.7354	0.0169	2.3%	0.0039	0.5%	90%	True	False	62,777
20	0.7523	0.7279	0.0244	3.3%	0.0038	0.5%	93%	True	False	32,174
40	0.7523	0.7212	0.0311	4.1%	0.0038	0.5%	95%	True	False	16,272
60	0.7523	0.7212	0.0311	4.1%	0.0038	0.5%	95%	True	False	10,938
80	0.7523	0.7212	0.0311	4.1%	0.0034	0.5%	95%	True	False	8,244
100	0.7589	0.7212	0.0377	5.0%	0.0030	0.4%	78%	False	False	6,597
120	0.7656	0.7212	0.0444	5.9%	0.0027	0.4%	66%	False	False	5,499

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7663
2.618	0.7609
1.618	0.7576
1.000	0.7556
0.618	0.7543
HIGH	0.7523
0.618	0.7510
0.500	0.7506
0.382	0.7502
LOW	0.7490
0.618	0.7469
1.000	0.7457
1.618	0.7436
2.618	0.7403
4.250	0.7349

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	0.7506	0.7502
PP	0.7506	0.7499
S1	0.7506	0.7495

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These figures are updated between 7pm and 10pm EST after a trading day.

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